Qualitative robustness of von Mises statistics based on strongly mixing data

被引：0
作者：
Henryk Zähle
机构：
[1] Saarland University,Department of Mathematics
来源：
Statistical Papers | 2014年 / 55卷
关键词：
V-statistic; U-statistic; Von Mises decomposition; qualitative robustness; Kolmogorov ; -metric; Hampel’s theorem; UGC property; Strong mixing; ARMA process;
D O I：
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学科分类号：
摘要：
In this article, the property of qualitative robustness is studied for von Mises statistics in the situation where the observations are not necessarily independent but are drawn from a strongly mixing sequence of identically distributed random variables. The notion of qualitative robustness is taken from “Zähle (2012, submitted)” where Huber’s version of Hampel’s original definition was adapted to the case of dependent observations. The main result is illustrated by means of several examples including the sample variance, the sample Gini’s mean difference and the Cramér–von Mises statistic.
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页码：157 / 167
页数：10
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